CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.4919 |
1.4900 |
-0.0019 |
-0.1% |
1.5002 |
High |
1.4919 |
1.4922 |
0.0003 |
0.0% |
1.5183 |
Low |
1.4919 |
1.4830 |
-0.0089 |
-0.6% |
1.4896 |
Close |
1.4919 |
1.4898 |
-0.0021 |
-0.1% |
1.4922 |
Range |
0.0000 |
0.0092 |
0.0092 |
|
0.0287 |
ATR |
0.0074 |
0.0076 |
0.0001 |
1.7% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
27 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5159 |
1.5121 |
1.4949 |
|
R3 |
1.5067 |
1.5029 |
1.4923 |
|
R2 |
1.4975 |
1.4975 |
1.4915 |
|
R1 |
1.4937 |
1.4937 |
1.4906 |
1.4910 |
PP |
1.4883 |
1.4883 |
1.4883 |
1.4870 |
S1 |
1.4845 |
1.4845 |
1.4890 |
1.4818 |
S2 |
1.4791 |
1.4791 |
1.4881 |
|
S3 |
1.4699 |
1.4753 |
1.4873 |
|
S4 |
1.4607 |
1.4661 |
1.4847 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5861 |
1.5679 |
1.5080 |
|
R3 |
1.5574 |
1.5392 |
1.5001 |
|
R2 |
1.5287 |
1.5287 |
1.4975 |
|
R1 |
1.5105 |
1.5105 |
1.4948 |
1.5053 |
PP |
1.5000 |
1.5000 |
1.5000 |
1.4974 |
S1 |
1.4818 |
1.4818 |
1.4896 |
1.4766 |
S2 |
1.4713 |
1.4713 |
1.4869 |
|
S3 |
1.4426 |
1.4531 |
1.4843 |
|
S4 |
1.4139 |
1.4244 |
1.4764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5054 |
1.4830 |
0.0224 |
1.5% |
0.0065 |
0.4% |
30% |
False |
True |
5 |
10 |
1.5224 |
1.4830 |
0.0394 |
2.6% |
0.0068 |
0.5% |
17% |
False |
True |
3 |
20 |
1.5639 |
1.4830 |
0.0809 |
5.4% |
0.0044 |
0.3% |
8% |
False |
True |
3 |
40 |
1.6070 |
1.4830 |
0.1240 |
8.3% |
0.0023 |
0.2% |
5% |
False |
True |
8 |
60 |
1.6269 |
1.4830 |
0.1439 |
9.7% |
0.0016 |
0.1% |
5% |
False |
True |
5 |
80 |
1.6269 |
1.4830 |
0.1439 |
9.7% |
0.0012 |
0.1% |
5% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5313 |
2.618 |
1.5163 |
1.618 |
1.5071 |
1.000 |
1.5014 |
0.618 |
1.4979 |
HIGH |
1.4922 |
0.618 |
1.4887 |
0.500 |
1.4876 |
0.382 |
1.4865 |
LOW |
1.4830 |
0.618 |
1.4773 |
1.000 |
1.4738 |
1.618 |
1.4681 |
2.618 |
1.4589 |
4.250 |
1.4439 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.4891 |
1.4923 |
PP |
1.4883 |
1.4915 |
S1 |
1.4876 |
1.4906 |
|